anmolkabra

#!/usr/bin/env python
import numpy as np
import numpy.linalg as la

def orthogonalize(U, eps=1e-15):
    """
    Orthogonalizes the matrix U (d x n) using Gram-Schmidt Orthogonalization.
    If the columns of U are linearly dependent with rank(U) = r, the last n-r columns 
    will be 0.